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I see... they using their own ticker symbology module. Thanks , R-A

R-A , what is the MAX # of overlays you can do on this graph ? Can you create the "mix" screen , like INTC vs. INTC.IV vs. QQQQ.IV ?

no fear of JAN IV spiking up into report season ?

There is a lot of factors to consider when making decision to exclude the stock for partial replication like Beta , IV/HV ratio , correl , deferent stock's-to-Index weights, reporting [none] and more... Many factors are contradicting each other , so I want to use as few as possible. For...

Hey , B... totally agree with you , stat vols are irrelevant , especially without assigning weights to reporting/non reporting month per basket's component.

What is more important when selecting components for the PARTIAL replication ? 1. Component's IV/HV ratio or 2. Component's correl with Index According to Egar , currently MO has IV/HV of 1.17 (meaning that potential stock's move will NOT cover the premium) , but it's also has a very low...

more news... according to CBOE rep , VIX options coming "sooner that everyone might think" , maybe in JAN 06.

I got this info at Vegas show. That what co representative (he was European) told me : 1. coming next summer 2. Only PHLX will have it 3. initially for three indices only , but later on individual stocks too 4. No B&S formula , they wrote their own unique (I say) algorithm 5. excellent...

http://www.xpotrade.com

Speaking on Vols trades... I went to Larry McMillan seminar in Vegas yesterday. He strongly advocates to break past IV # into percentile and go long combos on "undervalue" IV candidates ( current IV below 10th percentile). Hmmm , I wonder how this strategy worked for the last two+ years while...

I'm truly don't understand the love affair with complex option's positions like spread , butterfly , condor... I thought the only way for RETAIL trader to be profitable is to have high (more that 55%) rate of prediction for one of the two unknown option's variables : future Price (or price...

what is so great about butterfly ?

I will go long ... when PE = Dividend yield

reported this morning and then slashed guidance

r-a , any broker out there that takes exotic bets on individual stocks ? I see Betonmarkets.com covers four US stocks.

JAN vols will go up soon , it's a reporting month

I stated my position before: 1. Bought Dow stocks 2. Sold slightly ITM components call with ratio < 1 vs. stocks 3. Bought ATM DIA puts for full hedge of portfolio. A lot of room for adjustments here. BTW , regular EGAR position (sell Index , buy basket) looks like an absolute disaster so...

so far , so good. Almost all (27) Dow stocks are up.

King of P ?

Thanks , Neo. One thing come to mind : why trade when I can write a book about it... I wonder if the author ever used this staff by trading his own money. Good luck to anyone(especially retail) who is looking for black box trading on this strategy...